A little known Brendan Fraser and Ashley Judd movie called The Passion Of Darkly Noon absolutely terrified me, but I think I stand alone on that one.
Nightmare On Elm Street is indeed terrifying, though Freddy Kruger being embraced as a national icon is perhaps scarier. Friday 13th is a bit scary too, though both series have been ruined by too many sequels, its death knell being Freddy Vs. Jason (even if I did enjoy it.)
Most recently, and again I stand alone, the film to truly nail me to my seat with fear was the first Jeepers Creepers.
Nothing precious, plain to see, don't make a fuss over me. Not loud, not soft, but somewhere inbetween. Say sorry, just let it be the word you mean.